There are two issues here. First of all, you have to set the order in the BIOS the system looks for a bootable OS. From what you have posted, it sounds like you know how to access your BIOS set. There is usually a section for the places the system will look for a OS to boot from.
Make sure the CD or DVD drove is listed before your hard drive. You should see the light on the drive being accessed before the HD light. If that is set up, then leave that alone.
An ISO image has to be burned in a specific manner. It is not a case of copying the file to a CD, that will not work, and cause the problem you describe.
There are instructions on how to burn the ISO on this web site. They cover either using windoze, or a linux system. Go to this link -->http://www.linuxquestions.org/linux/answers/LQ_ISO
and follow the instructions. Make sure you check the MD5SUMs, that is your only way if telling the downloaded file is any good. Burn the CD as slow as possible, don't use the system for anything else while the burn is running.
Unless this is very old hardware, this should work. Some very old machines can not boot from the CD drive.